2002:03:00 1.64 181791 8996.667 113890 13.22 18.1 1.82 2002:04:00 3.63 191939 9049.667 110724.7 12.99 17.94 1.56 2003:01:00 0.77 181239 8896.333 388005.2 11.4 17.84 1.33
2003:02:00 0.46 194537 8413 392594.9 9.53 17.61 1.23
2003:03:00 1.24 207234 8476.333 397184.6 8.66 16.75 1.13
2003:04:00 2.51 223799 8499 401774.2 8.31 15.96 1.17
SBK : Suku bunga kredit
JUB : Jumlah uang beredar
SBI : Suku bunga SBI
INF : Inflasi
KURS : Kurs valuta asing
PDB : Produk Domestik Bruto
DATA PERIODE SEBELUM KRISIS MONETER
(1993.I-1997.II)
obs INF JUB KURS PDB SBI SBK SIBOR
1993:01:00 2.35 30592 2068 78529.7 12.71 17.77 3.34
1993:02:00 2.41 31142 2080.333 79380.5 9.6 17.27 3.29
1993:03:00 2.47 34802 2102 85254.1 9.18 16.57 3.28
1993:04:00 2.54 36805 2107.367 86611.6 9.09 15.7 3.44
1994:01:00 2.22 37908 2134 85604.9 8.78 15.34 3.6
1994:02:00 2.28 39886 2154.667 87888.2 9.33 14.89 4.47
1994:03:00 2.34 42195 2175 91143 10.36 14.75 4.98
1994:04:00 2.4 45374 2193 90004.8 11.59 14.88 5.87
1995:01:00 3.04 44908 2212.667 92563.4 13.28 15.2 6.29 1995:02:00 2.34 47045 2236.333 94340.3 13.16 15.65 6.13
1995:03:00 1.41 48981 2266 98293.8 13.76 16 5.92
1995:04:00 1.85 52677 2296.333 98595.4 13.34 16.06 5.84 1996:01:00 3.26 53162 2323.667 97874.9 13.34 16.3 5.38 1996:02:00 0.77 56448 2346 100634.7 13.19 16.46 5.51
1996:03:00 0.91 59685 2352 106561.9 12.8 16.49 5.61
1996:04:00 1.53 64089 2367.667 108726.3 12.26 16.43 5.52
1997:01:00 1.96 63565 2407 105261.1 8.46 16.38 5.57
1997:02:00 2.54 69950 2441 105867.1 8.19 16.28 5.8
SBK : Suku bunga kredit
JUB : Jumlah uang beredar
SBI : Suku bunga SBI
INF : Inflasi
KURS : Kurs valuta asing
PDB : Produk Domestik Bruto
Regres Sebelum Krisis
Dependent Variable: SBK Method: Least Squares Date: 12/25/06 Time: 10:39 Sample: 1993:1 1997:2 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob.
C 6.059272 16.88474 0.358861 0.7265
JUB 7.37E-05 0.000115 0.642570 0.5337
SBI 0.316868 0.103818 3.052153 0.0110
Uji Normalitas
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 8.799960 Probability 0.006493
Obs*R-squared 13.81394 Probability 0.003170
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 12/25/06 Time: 10:59
Presample missing value lagged residuals set to zero.
Uji Heteroskedastisitas
White Heteroskedasticity Test:
F-statistic 5.967983 Probability 0.030223
Obs*R-squared 16.82531 Probability 0.156288
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 12/25/06 Time: 11:00 Sample: 1993:1 1997:2 Included observations: 18
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic 0.165094 Probability 0.850324
Log likelihood ratio 0.648551 Probability 0.723051
Test Equation:
Dependent Variable: SBK Method: Least Squares Date: 12/25/06 Time: 11:03 Sample: 1993:1 1997:2 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob.
C 133.0814 266.8212 0.498766 0.6299
JUB 0.014960 0.029098 0.514120 0.6196
SBI 64.30433 125.1430 0.513847 0.6197
Regres Setelah Krisis
Dependent Variable: SBK Method: Least Squares Date: 12/25/06 Time: 10:16 Sample: 1997:3 2003:4 Included observations: 26
Variable Coefficient Std. Error t-Statistic Prob.
C 25.31031 3.291875 7.688722 0.0000
JUB -5.22E -05 2.62E-05 -1.992831 0.0608
SBI 0.161608 0.048305 3.345583 0.0034
INF -0.167101 0.063866 -2.616422 0.0170 KURS 0.000108 0.000364 0.296619 0.7700
PDB 1.65E-06 4.49E-06 0.367061 0.7176
Uji Normalitas
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.829301 Probability 0.496991
Sum squared resid 37.81459 Schwarz criterion 4.465589 Log likelihood -41.76218 F-statistic 0.276434 Durbin-Watson stat 1.769711 Prob(F-statistic) 0.972104
Uji Heteroskedastisitas
Uji Spesifikasi Model
Ramsey RESET Test:
F-statistic 2.610386 Probability 0.102651 Log likelihood ratio 6.963170 Probability 0.030759
Test Equation:
Dependent Variable: SBK Method: Least Squares Date: 12/26/06 Time: 12:20 Sample: 1997:3 2003:4 Included observations: 26
Regres Sebelum dan Sesudah Krisis
Variable Coefficient Std. Error t-Statistic Prob.
C 14.91691 1.391698 10.71850 0.0000
JUB -1.18E -05 1.93E-05 -0.608829 0.5464
SBI 0.206604 0.043234 4.778699 0.0000
INF -0.180197 0.067288 -2.677981 0.0110 KURS 0.000288 0.000310 0.929281 0.3588
PDB 1.08E-06 4.75E-06 0.227195 0.8215
SIBOR -0.113811 0.189761 -0.599760 0.5523 R-squared 0.687852 Mean dependent var 17.78409 Adjusted R-squared 0.637233 S.D. dependent var 2.694302 S.E. of regression 1.622782 Akaike info criterion 3.951071 Sum squared resid 97.43660 Schwarz criterion 4.234919 Log likelihood -79.92356 F-statistic 13.58889 Durbin-Watson stat 0.761582 Prob(F-statistic) 0.000000
Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 7.830387 Probability 0.000418 Obs*R-squared 17.97861 Probability 0.000444
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 12/26/06 Time: 12:24
Variable Coefficient Std. Error t-Statistic Prob. C 0.139902 1.184461 0.118114 0.9067 JUB 1.26E-05 1.62E-05 0.778176 0.4418 SBI 0.016435 0.035852 0.458408 0.6496 INF 0.025456 0.055316 0.460192 0.6483 KURS -0.000218 0.000263 -0.830626 0.4120 PDB -2.78E -06 4.02E-06 -0.691767 0.4938 SIBOR -0.033285 0.162390 -0.204967 0.8388 RESID(-1) 0.714794 0.172897 4.134208 0.0002 RESID(-2) -0.113947 0.221187 -0.515159 0.6098 RESID(-3) 0.009981 0.178276 0.055986 0.9557 R-squared 0.408605 Mean dependent var -9.98E -15 Adjusted R-squared 0.252059 S.D. dependent var 1.505313 S.E. of regression 1.301849 Akaike info criterion 3.562164 Sum squared resid 57.62354 Schwarz criterion 3.967662 Log likelihood -68.36761 F-statistic 2.610129 Durbin-Watson stat 1.968456 Prob(F-statistic) 0.020743
White Heteroskedasticity Test:
F-statistic 4.806320 Probability 0.000207 Obs*R-squared 28.61813 Probability 0.004488
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 12/26/06 Time: 12:25 Sample: 1993:1 2003:4 Included observations: 44
Variable Coefficient Std. Error t-Statistic Prob. C -3.805286 15.07545 -0.252416 0.8024 JUB 0.000168 0.000219 0.768072 0.4483 JUB^2 -6.27E -10 6.77E-10 -0.925009 0.3621 SBI 0.415077 0.224941 1.845271 0.0746 SBI^2 -0.006199 0.003220 -1.925007 0.0634 INF 0.581207 0.342833 1.695309 0.1000 INF^2 -0.015756 0.012410 -1.269623 0.2137 KURS 0.001611 0.002826 0.570198 0.5727 KURS^2 -1.50E -07 1.50E-07 -0.999867 0.3251 PDB -0.000244 0.000220 -1.113531 0.2740 PDB^2 5.17E-10 4.40E-10 1.174993 0.2489 SIBOR 4.601801 2.643461 1.740824 0.0916 SIBOR^2 -0.549698 0.293684 -1.871736 0.0707 R-squared 0.650412 Mean dependent var 2.214468 Adjusted R-squared 0.515088 S.D. dependent var 3.283723 S.E. of regression 2.286641 Akaike info criterion 4.732752 Sum squared resid 162.0906 Schwarz criterion 5.259899 Log likelihood -91.12054 F-statistic 4.806320 Durbin-Watson stat 2.069857 Prob(F-statistic) 0.000207
Ramsey RESET Test:
F-statistic 9.212558 Probability 0.000610 Log likelihood ratio 18.60905 Probability 0.000091
Test Equation:
Dependent Variable: SBK Method: Least Squares Date: 12/26/06 Time: 12:26 Sample: 1993:1 2003:4 Included observations: 44
